Quantitative Portfolio Management
The Art and Science of Statistical Arbitrage
$64.14
- Hardcover
304 pages
- Release Date
16 August 2021
Summary
Discover foundational and advanced techniques in quantitative equity trading from a veteran insider
In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant Dr. Michael Isichenko delivers a systematic review of the quantitative trading of equities, or statistical arbitrage. The book teaches you how to source financial data, learn patterns of asset returns from historical data, generate and combin…
Book Details
| ISBN-13: | 9781119821328 |
|---|---|
| ISBN-10: | 1119821320 |
| Author: | Michael Isichenko |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 304 |
| Release Date: | 16 August 2021 |
| Weight: | 612g |
| Dimensions: | 18mm x 152mm x 231mm |
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Michael Isichenko
MICHAEL ISICHENKO, PhD, is a theoretical physicist and a quantitative portfolio manager who worked at Kurchatov Institute, University of Texas, University of California, SAC Capital Advisors, Société Générale, and Jefferies. He received his doctorate in physics and mathematics from the Moscow Institute of Physics and Technology and is an expert in plasma physics, nonlinear dynamics, and statistical and chaos theory.
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